6533b7defe1ef96bd127652b

RESEARCH PRODUCT

Stochastic Response on Non-Linear Systems under Parametric Non-Gaussian Agencies

Giovanni FalsoneM. Di Paola

subject

symbols.namesakeNonlinear systemGaussianMonte Carlo methodStatisticsProbabilistic logicsymbolsApplied mathematicsExtension (predicate logic)Differential (infinitesimal)ExcitationMathematicsParametric statistics

description

The probabilistic response characterization of non-linear systems subjected to non-normal delta correlated parametric excitation is obtained. In order to do this an extension of both Ito’s differential rule and the Fokker-Planck equation is presented, enabling one to account for the effect of the non-normal input. The validity of the approach reported here is confirmed by results obtained by means of a Monte Carlo simulation.

yearjournalcountryeditionlanguage
1992-01-01
https://doi.org/10.1007/978-3-642-84789-9_13